JP Morgan Put 42 QIA 18.06.2021/  DE000JC5PNB4  /

EUWAX
6/17/2021  8:19:50 AM Chg.-0.070 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.210EUR -25.00% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 42.00 - 6/18/2021 Put

Master data

WKN: JC5PNB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.43
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.22
Implied volatility: 2.16
Historic volatility: 0.26
Parity: 0.22
Time value: 0.10
Break-even: 38.80
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 31.25%
Delta: -0.67
Theta: -0.86
Omega: -8.31
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -51.16%
3 Months
  -56.25%
YTD
  -63.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: 0.610 0.210
High (YTD): 3/8/2021 0.600
Low (YTD): 6/17/2021 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.06%
Volatility 6M:   130.28%
Volatility 1Y:   -
Volatility 3Y:   -